Lower bound approximation of nonlinear basket option with jump-diffusion
Work
Year: 2021
Type: article
Source: Journal of mathematical modeling
Institution Ferdowsi University of Mashhad
Cites:
Cited by: 1
Related to: 20
FWCI: 0.198
Citation percentile (by year/subfield): 46.57
Subfield: Finance
Domain: Social Sciences
Open Access status: closed